Analyst/Associate - Exposure Management
Mizuho Americas is a leading financial services provider seeking an Analyst/Associate in its Exposure Management function. The role involves establishing a quantitative measurement framework for counterparty credit risk exposures and performing various analyses to enhance portfolio management and risk management processes.
Responsibilities
- Generate counterparty exposure reports for senior management
- Perform quantitative analysis of counterparty exposure such as initial margin, potential future exposure
- Monitor counterparty exposure on an ongoing basis
- Responsible for exposure and portfolio management of counterparties and effective management of risk in derivative transactions
- Conduct what-if analysis on new transactions and counterparty portfolio
- Automate labor intensive tasks to enhance efficiency and streamline processes
- Play a key role in executing ongoing improvements in data quality and reporting infrastructure
- Support new initiatives and projects to enhance portfolio management and exposure management
Skills
- Master's degree in Quant Finance/Mathematics/Engineering
- Strong analytical skills and quantitative background
- Experience in Python, VBA, SQL preferred
- Knowledge of derivative products/counterparty credit risk preferred
- Excellent written and verbal presentation skills
- Strong attention to detail
- Team player and ability to work closely with partners
- 0-3 years experience in finance industry
- Experience in Python, VBA, SQL
- Knowledge of derivative products/counterparty credit risk
Benefits
- Medical
- Dental
- 401K plans
- Discretionary bonus
Company Overview